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Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Riedel, Christoph, (2015)
Managing extreme risk in some major stock markets : an extreme value approach
Karmakar, Madhusudan, (2015)
Measuring and testing tail dependence and contagion risk between Major stock markets
Su, Ender, (2017)
Assessment of risk and return : an Indian experience
Dhankar, Raj S., (2007)
Non linearity and heteroskedasticity effect on stock returns volatility : a case of US stock market
Kumar, Rakesh, (2011)
Risk-return relationship and effect of diversification on non-market risk : application of market index model in Indian stock market
Dhankar, Raj S., (2006)